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Yes, the latest version is Mac OS X 10.11 El Capitan. It improve the security. If your Mac supports it, then you can download it from App Store. Click on the Apple icon at top left and select App Store. This will bring App Store. In App Store, click Updates tab at top right. You will see Mac OS X El Capitan there. Click Free Upgrade and it will be downloaded. It is a big download, so it will take a while to download and install (a few hours). You will be asked to install once the download is completed. So just follow the onscreen instructions to install it.
You can also get El Capitan from here --> https://itunes.apple.com/us/app/os-x-el-capitan/id1018109117?mt=12
You will not be able to get El Capitan if your Mac doesn't support it. If you have any questions or would like any additional information, please don't hesitate to ask.